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Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such…

Machine Learning · Computer Science 2025-12-17 Alessandro Trapasso , Luca Iocchi , Fabio Patrizi

In this work we present a novel approach to hierarchical reinforcement learning for linearly-solvable Markov decision processes. Our approach assumes that the state space is partitioned, and the subtasks consist in moving between the…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , Anders Jonsson , Vicenç Gómez

We derive a novel PAC-Bayesian generalization bound for reinforcement learning that explicitly accounts for Markov dependencies in the data, through the chain's mixing time. This contributes to overcoming challenges in obtaining…

Machine Learning · Computer Science 2026-02-10 Abdelkrim Zitouni , Mehdi Hennequin , Juba Agoun , Ryan Horache , Nadia Kabachi , Omar Rivasplata

We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…

Statistical Mechanics · Physics 2026-03-09 Venkata D. Pamulaparthy , Rosemary J. Harris

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

Machine Learning · Computer Science 2015-09-01 Peng Guan , Maxim Raginsky , Rebecca Willett

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below…

Machine Learning · Computer Science 2019-05-29 Nicolas Carrara , Edouard Leurent , Romain Laroche , Tanguy Urvoy , Odalric-Ambrym Maillard , Olivier Pietquin

We introduce an algorithm for model-based hierarchical reinforcement learning to acquire self-contained transition and reward models suitable for probabilistic planning at multiple levels of abstraction. We call this framework Planning with…

Machine Learning · Computer Science 2020-06-15 John Winder , Stephanie Milani , Matthew Landen , Erebus Oh , Shane Parr , Shawn Squire , Marie desJardins , Cynthia Matuszek

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

Machine Learning · Computer Science 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

Machine Learning · Computer Science 2021-06-18 Dilip Arumugam , Benjamin Van Roy

At the intersection of dynamical systems, control theory, and formal methods lies the construction of symbolic abstractions: these typically represent simpler, finite-state models whose behavior mimics that of an underlying concrete system…

Systems and Control · Electrical Eng. & Systems 2024-09-27 Rudi Coppola , Andrea Peruffo , Manuel Mazo

Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…

Artificial Intelligence · Computer Science 2014-01-17 Mahdi Milani Fard , Joelle Pineau

Featuring memory of past inputs is a fundamental requirement for machine learning models processing time-dependent data. In quantum reservoir computing, all architectures proposed so far rely on Markovian dynamics, which, as we prove,…

Quantum Physics · Physics 2025-05-06 Antonio Sannia , Ricard Ravell Rodríguez , Gian Luca Giorgi , Roberta Zambrini

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

Machine Learning · Computer Science 2023-07-20 Semih Cayci , Niao He , R. Srikant

Many Reinforcement Learning algorithms assume a Markov reward function to guarantee optimality. However, not all reward functions are Markov. This paper proposes a framework for mapping non-Markov reward functions into equivalent Markov…

Machine Learning · Computer Science 2024-08-19 Gregory Hyde , Eugene Santos

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

In this paper we consider the problem of how a reinforcement learning agent tasked with solving a set of related Markov decision processes can use knowledge acquired early in its lifetime to improve its ability to more rapidly solve novel,…

Artificial Intelligence · Computer Science 2019-02-26 Francisco M. Garcia , Bruno C. da Silva , Philip S. Thomas

Recent works in Learning-Based Model Predictive Control of dynamical systems show impressive sample complexity performances using criteria from Information Theory to accelerate the learning procedure. However, the sequential exploration…

Machine Learning · Computer Science 2026-02-25 Rémy Hosseinkhan-Boucher , Onofrio Semeraro , Lionel Mathelin

Sequential decision making in the presence of uncertainty and stochastic dynamics gives rise to distributions over state/action trajectories in reinforcement learning (RL) and optimal control problems. This observation has led to a variety…

Machine Learning · Computer Science 2021-09-30 Jad Rahme , Ryan P. Adams

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

Machine Learning · Computer Science 2026-05-26 Amogh Palasamudram , Jakub Svoboda , Suguman Bansal , Krishnendu Chatterjee
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